+124.3%
PM vs DVA
+88.7%
+35.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.3% |
| 7D | -1.3% | +2.2% | -3.5% | -1.4% |
| 30D | -2.6% | -2.0% | -0.5% | -2.5% |
| 3M | +5.8% | -6.3% | +12.1% | +5.9% |
| 6M | +10.6% | +19.4% | -8.9% | +9.3% |
| YTD | +17.2% | +58.5% | -41.3% | +14.8% |
| 1Y | +17.6% | +33.9% | -16.2% | +16.1% |
| 3Y | +124.3% | +88.4% | +35.8% | +115.3% |
| All | +124.3% | +88.7% | +35.6% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling